Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82506.65 Day 25 4081.35 Open A-5-Q 11161.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3731.39 Day 25 301.17 30-90 Days CB-1-Q 428.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104498.34 Day 25 10312.63 <30 Days CB-2-Q 20020.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101283.99 Day 25 4011.00 Open S-1-Q 20121.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36091.99 Day 25 318.79 91-180 Days S-2-Q 1804.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57651.36 Day 25 4298.15 30-90 Days S-3-Q 33.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68839.36 Day 25 8573.06 30-90 Days S-4-Q 8402.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51139.55 Day 25 7230.13 30-90 Days CB-3-Q 8121.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43824.81 Day 25 5560.34 91-180 Days G-1-Q 2721.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80065.20 Day 25 8590.35 Open G-2-Q 9945.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54377.87 Day 25 8096.67 91-180 Days G-3-Q 8604.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83792.14 Day 25 9223.00 30-90 Days S-5-Q 9979.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97662.37 Day 25 512.37 Open S-6-Q 5896.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13412.83 Day 25 1522.32 Open S-7-Q 925.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5529.65 Day 25 82.41 91-180 Days E-1-Q 195.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40006.31 Day 25 2434.79 30-90 Days E-2-Q 3344.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88785.08 Day 25 3865.04 30-90 Days IG-1-Q 2033.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33406.35 Day 25 2045.33 Open IG-2-Q 1896.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38820.55 Day 25 2319.60 91-180 Days C-1 3247.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76157.84 Day 25 10687.99 30-90 Days CB-4 1854.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88883.27 Day 25 11192.99 91-180 Days E-10 5983.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75199.04 Day 25 9664.61 30-90 Days E-3 9389.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28714.45 Day 25 1897.06 Open E-4 4246.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67802.10 Day 25 6482.91 91-180 Days E-5 5572.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27500.14 Day 25 9.04 30-90 Days E-6 994.90 No Finance